+199.4%
GLD vs HUT
+156.6%
+42.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +0.9% |
| 7D | +1.9% | -30.8% | +32.7% | +2.4% |
| 30D | -1.8% | -50.2% | +48.4% | -0.7% |
| 3M | -3.6% | -50.5% | +46.8% | -2.6% |
| 6M | -10.2% | -42.9% | +32.7% | -9.7% |
| YTD | -5.3% | 0.0% | -5.3% | -5.6% |
| 1Y | +2.5% | -2.2% | +4.7% | +2.0% |
| 3Y | +103.2% | +289.4% | -186.2% | +97.3% |
| 5Y | +121.1% | -36.7% | +157.8% | +115.5% |
| All | +199.4% | +156.6% | +42.8% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling